VelocityShares LIBOR 1Y Index
The VelocityShares LIBOR 1Y Index reflects a weighted average of the first eight1 quarterly reference Eurodollar Futures implied yields, where each implied yield is tied to the London Interbank Offered Rate (LIBOR). The Index is not replicable.
1The first quarterly contract rolls off two days prior to expiry, so for a brief period of time the ninth listed quarterly contract is included.
|Performance (As of 01/17/2020)||Level||Returns|
|1 Day||MTD||YTD||Since Inception
Janus Velocity LIBOR 1Y Index
Returns greater than one year are annualized.
Index performance does not reflect the expenses of managing a portfolio as an index is unmanaged and not available for direct investment.